CME Australian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7660 |
0.7686 |
0.0026 |
0.3% |
0.7706 |
| High |
0.7707 |
0.7723 |
0.0016 |
0.2% |
0.7760 |
| Low |
0.7653 |
0.7663 |
0.0010 |
0.1% |
0.7644 |
| Close |
0.7681 |
0.7707 |
0.0026 |
0.3% |
0.7676 |
| Range |
0.0054 |
0.0060 |
0.0006 |
11.1% |
0.0116 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
85,974 |
96,067 |
10,093 |
11.7% |
360,940 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7878 |
0.7852 |
0.7740 |
|
| R3 |
0.7818 |
0.7792 |
0.7724 |
|
| R2 |
0.7758 |
0.7758 |
0.7718 |
|
| R1 |
0.7732 |
0.7732 |
0.7713 |
0.7745 |
| PP |
0.7698 |
0.7698 |
0.7698 |
0.7704 |
| S1 |
0.7672 |
0.7672 |
0.7702 |
0.7685 |
| S2 |
0.7638 |
0.7638 |
0.7696 |
|
| S3 |
0.7578 |
0.7612 |
0.7691 |
|
| S4 |
0.7518 |
0.7552 |
0.7674 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.7975 |
0.7740 |
|
| R3 |
0.7925 |
0.7859 |
0.7708 |
|
| R2 |
0.7809 |
0.7809 |
0.7697 |
|
| R1 |
0.7743 |
0.7743 |
0.7687 |
0.7718 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7681 |
| S1 |
0.7627 |
0.7627 |
0.7665 |
0.7602 |
| S2 |
0.7577 |
0.7577 |
0.7655 |
|
| S3 |
0.7461 |
0.7511 |
0.7644 |
|
| S4 |
0.7345 |
0.7395 |
0.7612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7723 |
0.7644 |
0.0079 |
1.0% |
0.0051 |
0.7% |
80% |
True |
False |
83,367 |
| 10 |
0.7788 |
0.7644 |
0.0144 |
1.9% |
0.0065 |
0.8% |
44% |
False |
False |
99,452 |
| 20 |
0.7921 |
0.7644 |
0.0277 |
3.6% |
0.0063 |
0.8% |
23% |
False |
False |
75,301 |
| 40 |
0.7986 |
0.7644 |
0.0342 |
4.4% |
0.0065 |
0.8% |
18% |
False |
False |
37,910 |
| 60 |
0.8130 |
0.7644 |
0.0486 |
6.3% |
0.0066 |
0.9% |
13% |
False |
False |
25,338 |
| 80 |
0.8130 |
0.7501 |
0.0629 |
8.2% |
0.0056 |
0.7% |
33% |
False |
False |
19,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7978 |
|
2.618 |
0.7880 |
|
1.618 |
0.7820 |
|
1.000 |
0.7783 |
|
0.618 |
0.7760 |
|
HIGH |
0.7723 |
|
0.618 |
0.7700 |
|
0.500 |
0.7693 |
|
0.382 |
0.7686 |
|
LOW |
0.7663 |
|
0.618 |
0.7626 |
|
1.000 |
0.7603 |
|
1.618 |
0.7566 |
|
2.618 |
0.7506 |
|
4.250 |
0.7408 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7702 |
0.7700 |
| PP |
0.7698 |
0.7693 |
| S1 |
0.7693 |
0.7687 |
|